CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1007 |
1.1011 |
0.0004 |
0.0% |
1.0926 |
| High |
1.1073 |
1.1023 |
-0.0050 |
-0.4% |
1.1073 |
| Low |
1.0996 |
1.0951 |
-0.0045 |
-0.4% |
1.0847 |
| Close |
1.1019 |
1.0975 |
-0.0044 |
-0.4% |
1.0975 |
| Range |
0.0077 |
0.0072 |
-0.0005 |
-6.5% |
0.0226 |
| ATR |
0.0106 |
0.0103 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
21,451 |
15,719 |
-5,732 |
-26.7% |
77,620 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.1159 |
1.1015 |
|
| R3 |
1.1127 |
1.1087 |
1.0995 |
|
| R2 |
1.1055 |
1.1055 |
1.0988 |
|
| R1 |
1.1015 |
1.1015 |
1.0982 |
1.0999 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0975 |
| S1 |
1.0943 |
1.0943 |
1.0968 |
1.0927 |
| S2 |
1.0911 |
1.0911 |
1.0962 |
|
| S3 |
1.0839 |
1.0871 |
1.0955 |
|
| S4 |
1.0767 |
1.0799 |
1.0935 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1643 |
1.1535 |
1.1099 |
|
| R3 |
1.1417 |
1.1309 |
1.1037 |
|
| R2 |
1.1191 |
1.1191 |
1.1016 |
|
| R1 |
1.1083 |
1.1083 |
1.0996 |
1.1137 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0992 |
| S1 |
1.0857 |
1.0857 |
1.0954 |
1.0911 |
| S2 |
1.0739 |
1.0739 |
1.0934 |
|
| S3 |
1.0513 |
1.0631 |
1.0913 |
|
| S4 |
1.0287 |
1.0405 |
1.0851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1073 |
1.0847 |
0.0226 |
2.1% |
0.0095 |
0.9% |
57% |
False |
False |
15,524 |
| 10 |
1.1153 |
1.0803 |
0.0350 |
3.2% |
0.0119 |
1.1% |
49% |
False |
False |
23,018 |
| 20 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0108 |
1.0% |
60% |
False |
False |
17,338 |
| 40 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0091 |
0.8% |
55% |
False |
False |
8,687 |
| 60 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0083 |
0.8% |
55% |
False |
False |
5,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1329 |
|
2.618 |
1.1211 |
|
1.618 |
1.1139 |
|
1.000 |
1.1095 |
|
0.618 |
1.1067 |
|
HIGH |
1.1023 |
|
0.618 |
1.0995 |
|
0.500 |
1.0987 |
|
0.382 |
1.0979 |
|
LOW |
1.0951 |
|
0.618 |
1.0907 |
|
1.000 |
1.0879 |
|
1.618 |
1.0835 |
|
2.618 |
1.0763 |
|
4.250 |
1.0645 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0997 |
| PP |
1.0983 |
1.0990 |
| S1 |
1.0979 |
1.0982 |
|